+110.7%
MCK vs MRSH
-4.9%
+115.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | -4.8% | +1.8% | -1.2% |
| 30D | +0.4% | -6.3% | +6.8% | +2.7% |
| 3M | +12.1% | +5.8% | +6.3% | +10.0% |
| 6M | -5.4% | +2.8% | -8.2% | -6.7% |
| YTD | +7.8% | -3.1% | +10.9% | +8.0% |
| 1Y | +22.9% | -11.3% | +34.2% | +27.9% |
| 3Y | +110.7% | -5.0% | +115.7% | +119.1% |
| All | +110.7% | -4.9% | +115.6% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling